Search Results - subject:"Urn processes"

Increasing returns and path dependence in knowledge creation and their effects on the dynamics of patent pools

Aydogmus, Ozgur - In: Structural change and economic dynamics : SC+ED 62 (2022), pp. 467-477

Persistent link: https://www.econbiz.de/10013534069

Reinforced urn processes for credit risk models

Peluso, Stefano; Mira, Antonietta; Muliere, Pietro - In: Journal of Econometrics 184 (2015) 1, pp. 1-12

reinforced urn processes (RUP) introduced in Muliere et al. (2000). The estimated default probability becomes our prior …

Persistent link: https://www.econbiz.de/10011077595

Reinforced urn processes for credit risk models

Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011326824

An urn-based Bayesian block bootstrap

Cirillo, Pasquale; Muliere, Pietro - In: Metrika 76 (2013) 1, pp. 93-106

construction of exchangeable blocks. Our sampling mechanism is based on a particular class of reinforced urn processes. Copyright …

Persistent link: https://www.econbiz.de/10010634338

Explaining the Distribution of Firms Growth Rates

Bottazzi, Giulio; Secchi, Angelo - Laboratory of Economics and Management (LEM), Scuola … - 2005

Empirical analyses on aggregated datasets have revealed a common exponential behavior in the shape of the probability density of the corporate growth rates. We present clearcut evidence on this topic using disaggregated data. We explain the observed regularities proposing a model in which the...

Persistent link: https://www.econbiz.de/10005481631